Who Moves The Malaysian Stock Market The U.S. Or Japan?

This pap e r examines long rt(IF consovenrents between Ailalaysian stock marker and the two largest stock markets the world: the U.S. and Japan. By employing time-�eries analysis, i,e� evintegration. variance decompositions, and impulse responsefUnctions. the paper seeks to investigate %thich ma...

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Bibliographic Details
Main Author: Perpustakaan UGM, i-lib
Format: Article
Published: [Yogyakarta] : Universitas Gadjah Mada 2006
Subjects: